+56.1%
CDE vs SPY
+322.5%
-266.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.1% |
| 7D | -3.1% | -0.8% | -2.3% | -2.1% |
| 30D | +9.5% | -1.1% | +10.5% | +11.1% |
| 3M | +25.5% | +3.9% | +21.6% | +20.6% |
| 6M | -7.9% | +13.6% | -21.5% | -19.6% |
| YTD | +15.6% | +12.7% | +2.9% | +2.6% |
| 1Y | +34.0% | +17.5% | +16.5% | +13.8% |
| 3Y | +791.9% | +76.9% | +715.0% | +380.6% |
| 5Y | +197.7% | +83.6% | +114.2% | +55.0% |
| All | +56.1% | +322.5% | -266.4% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling